Question: Consider a world with only two risky assets, X and Y, and a risk-free asset. Stock X has 200 shares outstanding, a price per share

Consider a world with only two risky assets, X and Y, and a risk-free asset. Stock X has 200 shares outstanding, a price per share of 3 TL, an expected return of 16% and a standard deviation of 30%. Stock Y has 300 shares outstanding, a price per share of 4 TL, an expected return of 10% and a standard deviation of 15%. The correlation between these two stocks is 40%. Assume CAPM holds. What would be the coefficient of variation of the market portfolio?

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